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mpaulo2k  
#1 Posted : Wednesday, July 25, 2007 11:55:04 AM(UTC)
mpaulo2k

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Can more experient programmers please build a exploration for it (with close, lag and nroc values)?

I tried, however my results weren't good... [:'(]

http://www.seykota.com/tribe/TSP/Trends/index.htm

Thanks.

Marcus

wabbit  
#2 Posted : Wednesday, July 25, 2007 8:06:19 PM(UTC)
wabbit

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Marcus,

In this instance, more important than how its being done is what is being done. Look very carefully and all you will see is that Ed has created an Exponential Moving Average. The length of the EMA is (2*N)-1.

In his example on the web page you linked us to he used 5-days, so (2*5)-1 = 9. You achieve the same results using:
Code:
mov(C,9,e)



Hope this helps.

wabbit [:D]

mpaulo2k  
#3 Posted : Thursday, July 26, 2007 7:11:45 PM(UTC)
mpaulo2k

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Hmm... now I understand...
Thank you wabbit!!!!
[:D]

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